JP Morgan Call 90 SONY 17.05.2024
/ DE000JK4BRV6
JP Morgan Call 90 SONY 17.05.2024/ DE000JK4BRV6 /
| 2024-05-03 10:05:01 AM |
Chg.+0.040 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
+57.14% |
-
Bid Size: - |
-
Ask Size: - |
Sony Group Corporati... |
90.00 USD |
2024-05-17 |
Call |
Master data
| WKN: |
JK4BRV |
| Issuer: |
J.P. Morgan Securities Ltd. |
| Currency: |
EUR |
| Underlying: |
Sony Group Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2024-05-17 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-05-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
60.39 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.21 |
| Parity: |
-0.51 |
| Time value: |
0.13 |
| Break-even: |
84.93 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
7.94 |
| Spread abs.: |
0.04 |
| Spread %: |
40.00% |
| Delta: |
0.28 |
| Theta: |
-0.10 |
| Omega: |
17.14 |
| Rho: |
0.01 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+103.70% |
| 1 Month |
|
|
-31.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.057 |
| 1M High / 1M Low: |
0.160 |
0.046 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.075 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.096 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
363.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
